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Extragradient Methods for Pseudomonotone Variational Inequalities

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Abstract

We consider and analyze some new extragradient-type methods for solving variational inequalities. The modified methods converge for a pseudomonotone operator, which is a much weaker condition than monotonicity. These new iterative methods include the projection, extragradient, and proximal methods as special cases. Our proof of convergence is very simple as compared with other methods.

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Authors and Affiliations

  1. Etisalat College of Engineering, Sharjah, United Arab Emirates

    M.A. Noor (Professor)

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  1. M.A. Noor
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Noor, M. Extragradient Methods for Pseudomonotone Variational Inequalities. Journal of Optimization Theory and Applications 117, 475–488 (2003). https://doi.org/10.1023/A:1023989403613

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